This is a comprehensive textbook in linear programming, slanted toward the difficulties that arise in optimizing large real-life systems. The present volume is a slightly-corrected reprint of the 1985 McGraw-Hill fifth edition.

The book is aimed at a broad mathematics, engineering, and economics audience at the upper undergraduate level. It includes a chapter of fairly detailed background material on the linear mathematics needed. Much of the book deals with algorithmic issues such as finding a first feasible solution, stability, sensitivity, anti-cycling, sparse matrices, and implementation issues for computer programs. It does not cover specific numerical analysis issues such as rounding error. The book covers primarily the simplex method and continuous linear problems, but also has some material on integer programming and on nonlinear programming. It was last updated in 1985 and so does not cover discoveries made since then, such as Khachiyan's algorithm and Karmarkar's algorithm.

Bottom line: a thorough, broadly-applicable, and not-too-dated text at a bargain Dover price.